+34.6%
LBRT vs WSM
+913.7%
-879.2%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -1.7% | -4.2% | -5.3% |
| 7D | +2.3% | +0.4% | +1.9% | +2.2% |
| 30D | -2.9% | -10.7% | +7.8% | +0.8% |
| 3M | -26.1% | +8.5% | -34.6% | -28.6% |
| 6M | -26.2% | +19.6% | -45.8% | -31.8% |
| YTD | +13.7% | +26.6% | -12.9% | +2.8% |
| 1Y | +93.6% | +12.0% | +81.6% | +82.0% |
| 3Y | +23.2% | +226.6% | -203.4% | -25.6% |
| 5Y | +125.5% | +174.1% | -48.6% | +36.7% |
| All | +34.6% | +913.7% | -879.2% | -63.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded WSM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling